+495.5%
VRTX vs NOC
+162.5%
+333.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.0% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | +7.4% | +14.1% | -6.7% | +3.7% |
| 3M | +4.6% | -4.6% | +9.2% | +5.5% |
| 6M | +27.5% | +0.7% | +26.7% | +26.6% |
| YTD | +20.9% | -2.6% | +23.5% | +20.1% |
| 1Y | +30.1% | -1.0% | +31.0% | +28.6% |
| 3Y | +46.6% | +24.5% | +22.1% | +33.8% |
| 5Y | +191.6% | +64.3% | +127.3% | +136.3% |
| All | +495.5% | +162.5% | +333.0% | +298.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling